Before I begin, I'll go on record as saying GoDaddy's DNS Control panel is NOT my cup of tea. It's counterintuitive for a Linux geek who has his own DNS servers running to make any sense at all of it. To top it all off, having asked this question multiple time with GoDaddy support both on the phone and email, but they can't get their, uh, "heads" out of the fact that I'm not trying to do a redirect of a web site or some kind of www trick.
Adding to that, GoDaddy doesn't handle every type of record there is (NAPTR), for example.
Also, I hate the fact that their "language" or terminology choice is "Godaddy'ized" when filling in a DNS form. Their expert settings also leave a lot to the imgination. My idea of expert settings... here's the text file, paste in the zone file that binds uses.
Ok, enough ranting. I did this for someone a couple of weeks ago and wanted to share, so if you understand the screenshot, you'll get the concept. This is for running a sipXecs server on a subdomain with both SIP and XMPP records (basic XMPP, this site didn't need chatroom and conference, but it's the same concept).
Essentially you create two A records (hostnames), once for the subdomain:
and one for the hostname
and point those to the IP address your system is using.
After you do that you fill in the forms for the various records needed.